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Found 2 papers, 1 papers with code
The Trimmed Lasso: Sparsity and Robustness
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years.
Characterization of the equivalence of robustification and regularization in linear and matrix regression
The notion of developing statistical methods in machine learning which are robust to adversarial perturbations in the underlying data has been the subject of increasing interest in recent years.
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